Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 1 2 298 2 6 22 1,458
A complementary test for ADF test with an application to the exchange rates returns 0 1 2 225 1 12 35 1,229
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 30 0 9 14 93
Are Asian Real Exchange Rates Stationary? 0 2 3 404 1 4 19 994
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 0 1 8 561
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 2 2 16 888 5 13 60 2,468
Calendar anomalies in the Malaysian stock market 3 3 5 335 3 6 20 1,030
Day-of-the-week effects in selected East Asian stock markets 5 9 24 177 10 19 87 514
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 3 9 54 4 11 22 140
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 0 2 82 2 8 23 259
Early warning indicator of economic vulnerability 1 4 17 91 1 7 37 144
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 1 11 323
Effects of STAR and TAR types nonlinearities on order selection criteria 0 1 1 209 0 3 10 720
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 2 8 49 2,155 15 36 164 7,237
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 2 4 273 1 4 15 1,178
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 1 301 3 4 17 1,586
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 8 1,656 0 2 25 4,337
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 6 17 1,185 7 13 56 3,212
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 8 14 77 2,954 29 45 304 10,548
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 4 95 0 10 23 206
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 2 417 0 0 12 1,330
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 0 2 33 139 10 31 208 653
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 2 5 95 1 3 16 516
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 2 5 19 465 5 18 53 1,455
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 183 3 4 14 872
Income convergence: fresh evidence from the Nordic countries 0 1 2 44 0 2 11 134
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 1 88 1 4 14 251
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 7 570 0 0 19 2,145
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 8 61 0 3 23 171
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 3 73 0 1 10 194
Linearity and stationarity of G7 government bond returns 0 0 1 14 0 0 8 69
Linearity and stationarity of South Asian real exchange rates 1 1 1 94 1 5 13 251
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 4 74 0 3 22 211
Macroeconomic Determinants of Direct Investment Abroad of Singapore 1 3 11 18 4 12 41 78
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 4 11 179 7 15 40 465
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 4 119 0 5 16 297
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 2 201 0 4 11 479
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 4 481 0 2 8 1,078
On Autoregressive Order Selection Criteria 0 0 5 595 1 1 25 1,643
On Singaporean Dollar and Purchasing Power Parity 0 0 1 236 0 7 21 1,530
On Singaporean Dollar and Purchasing Power Parity 0 1 2 95 0 1 15 540
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 162 5 13 41 1,583
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 1 2 268 0 1 24 1,843
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 7 50 3 16 36 178
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 5 9 0 2 18 40
Real interest rate parity: evidence from East Asian economies relative to China 0 0 2 177 3 8 20 561
Real interest rates equalization: The case of Malaysia and Singapore 1 1 4 205 3 3 15 999
Revisiting the Performance of MACD and RSI Oscillators 1 3 14 16 1 10 38 40
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 4 10 92 3 13 57 331
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 1 7 75 1 10 27 237
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 0 11 701
Testing nonlinear convergence in Malaysia,1965-2003 0 1 3 61 0 2 10 152
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 1 6 398 4 7 41 1,388
The Predictability of ASEAN-5 Exchange Rates 1 1 5 359 5 7 19 1,013
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 1 297 4 5 15 771
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 1 165 1 7 26 670
Time series modelling and forecasting of Sarawak black pepper price 2 5 9 154 4 14 58 749
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 0 7 220
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 2 14 1,583 8 20 107 7,412
Total Working Papers 38 100 460 20,190 163 473 2,142 71,487


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 1 4 62 2 4 22 193
Applied International Business Conference 2008 0 0 0 0 0 0 3 11
Are Asian real exchange rates stationary? 0 0 1 124 1 3 11 389
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 4 6 19 63 11 15 44 153
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 1 10 271
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 4 26 0 2 16 74
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 2 3 10 21 3 6 52 130
Day-of-the-week effects in Selected East Asian stock markets 1 1 6 12 2 2 18 47
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 6 31 0 0 10 65
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 1 3 1 4 19 40
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 1 2 6 0 1 7 21
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 5 0 1 16 38
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 217 0 0 10 686
Impact of foreign direct investment volatility on economic growth of asean-5 countries 8 16 43 262 21 54 139 629
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 1 4 0 2 10 25
Income convergence: fresh evidence from the Nordic countries 0 0 0 14 0 1 5 61
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 2 5 13 523
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 0 2 9
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 3 10 76 1 11 43 275
Is money neutral in stock market? The case of Malaysia 0 1 4 77 1 4 26 244
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 3 14 59 0 5 27 133
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 2 38 1 2 16 139
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 1 12 102
Linearity and stationarity of G7 government bond returns 0 3 5 39 0 3 16 124
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 1 5 21 2 2 13 87
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 5 30 611
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 1 6 56 1 1 13 131
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 1 10 236
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 1 17 0 0 11 71
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 2 6 0 0 11 32
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 1 10 317
Nonlinear mean reversion in stock prices: evidence from Asian markets 1 1 2 86 3 4 18 291
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 4 20 34 1 6 44 98
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 30 0 1 21 136
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 1 14 316
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 31 0 1 9 107
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 3 6 100 0 9 22 248
Revisiting the Performance of MACD and RSI Oscillators 4 7 29 31 7 26 91 103
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 1 1 0 0 7 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 2 51 0 0 8 199
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 1 5 10 0 1 19 33
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 132 0 2 21 586
Time series test of nonlinear convergence and transitional dynamics 0 1 5 55 1 6 16 153
Which Lag Length Selection Criteria Should We Employ? 24 62 170 231 101 216 759 1,027
Total Journal Articles 49 120 390 2,042 166 410 1,694 9,171


Statistics updated 2015-04-05